-49.3%
CLF vs TEVA
+290.4%
-339.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.8% |
| 7D | -3.7% | -0.7% | -2.9% | -3.5% |
| 30D | -4.7% | -0.4% | -4.3% | -4.6% |
| 3M | -4.7% | +8.2% | -12.9% | -7.2% |
| 6M | +24.0% | +15.3% | +8.7% | +18.2% |
| YTD | -10.9% | +16.5% | -27.4% | -15.4% |
| 1Y | +4.0% | +85.7% | -81.7% | -14.1% |
| 3Y | -16.9% | +277.9% | -294.8% | -48.9% |
| 5Y | -49.3% | +295.5% | -344.9% | -71.5% |
| All | -49.3% | +290.4% | -339.8% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TEVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling